+131.2%
TLT vs AKAM
+8,250.8%
-8,119.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.1% |
| 7D | -0.4% | -2.1% | +1.7% | -0.5% |
| 30D | -0.6% | -13.9% | +13.4% | -1.2% |
| 3M | -2.7% | -33.8% | +31.1% | -4.3% |
| 6M | -5.6% | +2.2% | -7.8% | -5.1% |
| YTD | -2.8% | +20.6% | -23.4% | -1.3% |
| 1Y | -1.4% | +36.3% | -37.7% | +0.7% |
| 3Y | -1.6% | -0.1% | -1.5% | -0.5% |
| 5Y | -33.8% | -7.5% | -26.3% | -33.2% |
| 10Y | -21.1% | +90.2% | -111.3% | -16.0% |
| All | +131.2% | +8,250.8% | -8,119.6% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AKAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling